ACTG 388: The main purpose of this study is 1) to compare the effectiveness of a three-drug regimen as compared to a four-drug regimen; 2) to compare the antiviral effects of the different treatments; and 3) to study the safety of the different treatments. This study will use zidovudine (ZDV), lamivudine (3TC), indinavir (IDV), nelfinavir and efavirenz (EFZ). ZDV and 3TC are nucleoside analogs, which are FDA approved drugs for the treatment of HIV infection. ZDV and 3TC will be given as a Fixed Dose Combination (FDC). Indinavir and nelfinavir are FDA approved protease inhibitors, types of anti-HIV drugs that prevent the virus from maturing and infecting other cells. Studies have shown that protease inhibitors are more effective when used with other anti-HIV drugs than when used alone. EFZ is an investigational anti-HIV drug which has been tested in a limited number of volunteers in clinical trials. Early studies have shown that this drug may be helpful in preventing the HIV viruses from multiplying in the body.